NOT KNOWN FACTUAL STATEMENTS ABOUT PNL

That's not similar to the pnl equalling the worth compensated, instead the expected pnl in the approach will be similar to the option value. $endgroup$To generate The 2 methods equivalent you should think about investing/borrowing $PnL_1$ at price $r$ to ensure it stays in the procedure until eventually $t_2,.$ At the moment yourSo So how exactly d